<p>
  Pre-holiday days on the market are often characterized with lower liquidity as a lot of market participants are not involved in the market or they lower their exposure.
  Historical research shows that stock prices often behave in a specific manner in each of the two trading days preceding these holidays.
  This anomaly in equities is often called the pre-holiday effect. It is the market in-efficiency for short-term traders to gain on the final trading day before a holiday.
  In this algorithm, we'll construct a simple strategy to exploit this pre-holiday effect in the equity market.
</P>
